+5,709.6%
COF vs KGC
+113.0%
+5,596.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -2.5% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | -1.4% | +9.2% | -10.6% | -1.7% |
| 3M | +19.0% | +16.7% | +2.3% | +18.4% |
| 6M | +14.9% | -7.0% | +21.9% | +14.9% |
| YTD | -10.7% | +7.5% | -18.2% | -11.1% |
| 1Y | -1.3% | +34.4% | -35.6% | -2.5% |
| 3Y | +124.3% | +552.0% | -427.7% | +110.6% |
| 5Y | +51.1% | +454.5% | -403.4% | +41.8% |
| 10Y | +252.4% | +658.7% | -406.3% | +224.2% |
| All | +5,709.6% | +113.0% | +5,596.6% | +5,629.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling